+0.8%
ROL vs BEN
+56.8%
-56.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.4% | +4.7% | -8.1% | -3.9% |
| 30D | -6.9% | +2.6% | -9.5% | -7.2% |
| 3M | -24.6% | +11.5% | -36.1% | -25.7% |
| 6M | -39.5% | +35.3% | -74.9% | -42.1% |
| YTD | -41.1% | +48.6% | -89.7% | -44.2% |
| 1Y | -37.9% | +46.7% | -84.6% | -41.2% |
| 3Y | +0.8% | +57.0% | -56.2% | -8.8% |
| All | +0.8% | +56.8% | -56.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling